To clarify do you mean by opening a deep link in the same tab the users actually navigate via deep link to another application? Meaning the Mendix application that you build is no longer opened in any tab of their browser?
If so the regular keepalive functionality from Mendix won't work anymore and it is only logical the users will get logged out.
You could try PersistentSessions as explained in the custom settings documentation. This should keep your users logged in. Although as stated it could have negative side effects on performance.